|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri May 01, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May09 |
090501 |
1068.25 |
1103.50 |
1061.25 |
1102.00 |
+32.00 |
34,156 |
16,916 |
-7,668 |
| Jul09 |
090501 |
1051.25 |
1095.50 |
1044.00 |
1091.00 |
+36.00 |
103,535 |
193,105 |
+4,863 |
| Aug09 |
090501 |
1020.25 |
1063.00 |
1013.00 |
1059.00 |
+36.00 |
2,196 |
10,183 |
+476 |
| Sep09 |
090501 |
986.00 |
1012.00 |
980.50 |
1011.00 |
+30.50 |
1,015 |
8,536 |
+272 |
| Nov09 |
090501 |
940.50 |
975.00 |
935.00 |
971.00 |
+27.50 |
21,623 |
111,833 |
+2,749 |
| Jan10 |
090501 |
947.75 |
975.00 |
947.75 |
973.75 |
+26.25 |
307 |
8,465 |
+115 |
| Mar10 |
090501 |
953.00 |
975.00 |
951.00 |
973.00 |
+22.00 |
476 |
3,408 |
-30 |
| Total Volume and Open Interest |
165,327 |
371,234 |
+1,146 |
| Soybean Meal(CBOT) |
| May09 |
090501 |
342.00 |
354.50 |
340.00 |
353.70 |
+11.20 |
16,645 |
11,345 |
-3,327 |
| Jul09 |
090501 |
329.00 |
342.50 |
326.50 |
342.00 |
+11.50 |
38,932 |
67,625 |
+3,211 |
| Aug09 |
090501 |
315.00 |
327.50 |
312.70 |
327.30 |
+11.10 |
3,097 |
8,909 |
-316 |
| Sep09 |
090501 |
298.00 |
309.80 |
298.00 |
309.80 |
+10.10 |
1,004 |
9,110 |
+151 |
| Oct09 |
090501 |
282.30 |
288.00 |
280.00 |
288.00 |
+8.80 |
789 |
7,308 |
+241 |
| Dec09 |
090501 |
274.00 |
285.00 |
274.00 |
284.00 |
+8.00 |
4,335 |
21,376 |
+306 |
| Jan10 |
090501 |
279.20 |
282.50 |
277.00 |
282.50 |
+7.50 |
256 |
1,925 |
+131 |
| Mar10 |
090501 |
275.30 |
280.50 |
275.00 |
280.50 |
+7.50 |
301 |
1,720 |
+74 |
| Total Volume and Open Interest |
65,384 |
131,654 |
+474 |
| Soybean Oil(CBOT) |
| May09 |
090501 |
36.14 |
37.46 |
36.00 |
37.43 |
+1.21 |
25,702 |
13,583 |
-3,494 |
| Jul09 |
090501 |
36.36 |
37.84 |
36.17 |
37.75 |
+1.24 |
49,160 |
123,331 |
+3,015 |
| Aug09 |
090501 |
36.46 |
37.99 |
36.46 |
37.92 |
+1.24 |
2,826 |
14,849 |
+364 |
| Sep09 |
090501 |
36.65 |
38.16 |
36.65 |
38.08 |
+1.25 |
1,468 |
9,530 |
+532 |
| Oct09 |
090501 |
36.96 |
38.25 |
36.95 |
38.22 |
+1.25 |
3,146 |
5,327 |
+845 |
| Dec09 |
090501 |
37.17 |
38.59 |
37.08 |
38.52 |
+1.25 |
6,060 |
28,531 |
+863 |
| Jan10 |
090501 |
37.50 |
38.73 |
37.48 |
38.73 |
+1.23 |
2,027 |
1,778 |
+632 |
| Mar10 |
090501 |
38.25 |
39.00 |
38.10 |
38.98 |
+1.23 |
89 |
1,330 |
+57 |
| Total Volume and Open Interest |
90,515 |
205,453 |
+2,827 |
| Canola(WCE) |
| May09 |
090501 |
439.1 |
445.3 |
439.1 |
445.3 |
+1.7 |
2,393 |
754 |
-1,600 |
| Jul09 |
090501 |
446.6 |
451.6 |
444.1 |
450.3 |
+3.3 |
11,123 |
73,241 |
+2,879 |
| Nov09 |
090501 |
447.5 |
455.5 |
447.5 |
453.2 |
+3.4 |
2,049 |
29,305 |
-92 |
| Jan10 |
090501 |
454.9 |
458.8 |
454.9 |
457.4 |
+3.4 |
3 |
1,192 |
+0 |
| Mar10 |
090501 |
458.3 |
459.9 |
458.3 |
459.9 |
+3.4 |
3 |
718 |
+3 |
| Total Volume and Open Interest |
15,574 |
105,863 |
+1,191 |
| Corn(CBOT) |
| May09 |
090501 |
395.00 |
408.00 |
394.25 |
406.25 |
+10.00 |
85,783 |
30,537 |
-18,063 |
| Jul09 |
090501 |
401.50 |
415.75 |
401.25 |
413.75 |
+10.25 |
151,566 |
348,110 |
+9,603 |
| Sep09 |
090501 |
410.50 |
424.25 |
410.50 |
422.50 |
+10.00 |
21,653 |
98,937 |
+2,650 |
| Dec09 |
090501 |
421.00 |
435.00 |
421.00 |
433.25 |
+10.00 |
38,547 |
224,076 |
+1,564 |
| Mar10 |
090501 |
431.00 |
446.00 |
431.00 |
445.00 |
+10.25 |
1,902 |
31,125 |
+612 |
| May10 |
090501 |
442.00 |
455.00 |
442.00 |
453.50 |
+11.25 |
1,188 |
7,113 |
+642 |
| Total Volume and Open Interest |
303,869 |
792,437 |
-2,339 |
| Wheat(CBOT) |
| May09 |
090501 |
524.75 |
560.50 |
524.50 |
557.25 |
+33.00 |
33,114 |
15,494 |
-8,512 |
| Jul09 |
090501 |
537.00 |
574.00 |
536.50 |
570.00 |
+33.50 |
46,497 |
161,639 |
-943 |
| Sep09 |
090501 |
563.00 |
600.00 |
563.00 |
596.50 |
+33.25 |
4,771 |
46,819 |
+112 |
| Dec09 |
090501 |
585.00 |
622.50 |
585.00 |
618.50 |
+32.25 |
5,606 |
54,295 |
+495 |
| Mar10 |
090501 |
607.25 |
635.00 |
607.25 |
634.25 |
+32.00 |
2,610 |
2,844 |
+1 |
| Total Volume and Open Interest |
92,948 |
293,542 |
-8,892 |
| Wheat(KCBT) |
| May09 |
090501 |
585.25 |
611.00 |
584.00 |
607.25 |
+31.00 |
3,409 |
1,862 |
-1,619 |
| Jul09 |
090501 |
585.50 |
622.50 |
585.25 |
614.75 |
+30.00 |
7,670 |
41,728 |
-404 |
| Sep09 |
090501 |
595.00 |
631.75 |
595.00 |
624.75 |
+29.50 |
413 |
8,933 |
-10 |
| Dec09 |
090501 |
615.00 |
646.75 |
615.00 |
639.75 |
+29.00 |
1,017 |
20,109 |
+187 |
| Mar10 |
090501 |
634.00 |
658.50 |
634.00 |
652.75 |
+29.00 |
13 |
710 |
+0 |
| Total Volume and Open Interest |
12,539 |
75,664 |
-1,835 |
| Wheat(MGE) |
| May09 |
090501 |
687.75 |
696.00 |
687.75 |
695.00 |
+13.50 |
917 |
297 |
-606 |
| Jul09 |
090501 |
657.50 |
686.75 |
655.50 |
684.75 |
+26.50 |
2,184 |
13,466 |
+425 |
| Sep09 |
090501 |
650.00 |
678.00 |
650.00 |
676.75 |
+27.50 |
888 |
7,149 |
-172 |
| Dec09 |
090501 |
655.00 |
687.50 |
655.00 |
685.00 |
+29.50 |
787 |
5,400 |
+447 |
| Mar10 |
090501 |
662.00 |
694.75 |
662.00 |
693.75 |
+32.75 |
274 |
679 |
-27 |
| Total Volume and Open Interest |
5,061 |
27,447 |
+69 |
| Oats(CBOT) |
| May09 |
090501 |
194.25 |
200.00 |
194.00 |
200.00 |
+6.00 |
461 |
295 |
-165 |
| Jul09 |
090501 |
203.00 |
207.00 |
201.00 |
207.00 |
+4.00 |
829 |
8,828 |
+81 |
| Sep09 |
090501 |
212.00 |
216.00 |
212.00 |
216.00 |
+4.00 |
1 |
53 |
+0 |
| Dec09 |
090501 |
225.25 |
229.00 |
220.00 |
229.00 |
+3.50 |
48 |
5,225 |
+28 |
| Total Volume and Open Interest |
1,339 |
14,418 |
-56 |
| Rough Rice(CBOT) |
| May09 |
090501 |
13.02 |
13.02 |
12.90 |
13.02 |
+0.12 |
456 |
487 |
-111 |
| Jul09 |
090501 |
13.14 |
13.28 |
13.06 |
13.24 |
+0.14 |
752 |
3,804 |
+275 |
| Sep09 |
090501 |
12.42 |
12.49 |
12.31 |
12.48 |
+0.05 |
49 |
1,669 |
+30 |
| Nov09 |
090501 |
12.44 |
12.52 |
12.35 |
12.50 |
+0.06 |
50 |
1,618 |
+27 |
| Total Volume and Open Interest |
1,307 |
8,081 |
+221 |
| Live Cattle(CME) |
| Jun09 |
090501 |
82.000 |
82.700 |
81.930 |
82.100 |
-0.400 |
16,611 |
94,208 |
-1,450 |
| Aug09 |
090501 |
82.450 |
83.000 |
82.000 |
82.035 |
-0.615 |
8,438 |
56,781 |
+472 |
| Oct09 |
090501 |
86.000 |
86.785 |
86.000 |
86.430 |
+0.045 |
3,738 |
32,865 |
+445 |
| Dec09 |
090501 |
88.500 |
88.930 |
88.385 |
88.850 |
+0.120 |
852 |
13,131 |
+167 |
| Feb10 |
090501 |
89.800 |
90.430 |
89.700 |
90.230 |
+0.330 |
187 |
5,385 |
+7 |
| Apr10 |
090501 |
90.950 |
91.150 |
90.450 |
90.600 |
-0.350 |
250 |
1,369 |
+82 |
| Total Volume and Open Interest |
31,593 |
204,611 |
-1,371 |
| Feeder Cattle(CME) |
| May09 |
090501 |
98.080 |
98.580 |
97.400 |
97.450 |
-1.130 |
1,144 |
5,208 |
-81 |
| Aug09 |
090501 |
99.250 |
99.650 |
98.400 |
98.450 |
-1.185 |
1,344 |
10,245 |
+180 |
| Sep09 |
090501 |
99.400 |
99.600 |
98.550 |
98.730 |
-1.070 |
107 |
1,627 |
-16 |
| Oct09 |
090501 |
99.100 |
99.535 |
98.680 |
98.785 |
-1.015 |
68 |
1,695 |
+18 |
| Nov09 |
090501 |
99.550 |
99.700 |
98.800 |
98.800 |
-1.130 |
66 |
522 |
+20 |
| Jan10 |
090501 |
98.750 |
99.135 |
98.200 |
98.200 |
-0.900 |
0 |
31 |
+0 |
| Mar10 |
090501 |
98.000 |
98.000 |
98.000 |
98.000 |
-0.950 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
3,035 |
20,208 |
-17 |
| Lean Hogs(CME) |
| May09 |
090501 |
57.600 |
59.180 |
57.250 |
58.485 |
+0.385 |
2,733 |
3,911 |
-520 |
| Jun09 |
090501 |
64.000 |
66.475 |
63.900 |
65.580 |
+1.045 |
19,354 |
61,766 |
-2,043 |
| Jul09 |
090501 |
67.550 |
69.350 |
67.050 |
68.385 |
+1.085 |
6,879 |
20,134 |
+234 |
| Aug09 |
090501 |
69.000 |
70.400 |
68.550 |
69.580 |
+0.605 |
5,771 |
24,958 |
-934 |
| Oct09 |
090501 |
62.900 |
64.100 |
62.500 |
63.750 |
+1.070 |
2,520 |
16,202 |
-110 |
| Dec09 |
090501 |
62.650 |
63.900 |
62.250 |
63.180 |
+0.500 |
761 |
6,193 |
-76 |
| Feb10 |
090501 |
65.750 |
67.050 |
65.750 |
66.800 |
+0.700 |
98 |
1,316 |
+20 |
| Apr10 |
090501 |
69.250 |
70.000 |
69.180 |
69.900 |
+0.720 |
38 |
632 |
+21 |
| Total Volume and Open Interest |
38,158 |
135,393 |
-3,404 |
| Pork Bellies(CME) |
| May09 |
090501 |
75.135 |
77.850 |
74.500 |
77.800 |
+2.870 |
70 |
283 |
-34 |
| Jul09 |
090501 |
75.900 |
78.135 |
75.900 |
78.135 |
+3.000 |
228 |
612 |
+87 |
| Aug09 |
090501 |
77.250 |
78.550 |
76.500 |
77.550 |
+2.000 |
4 |
80 |
+1 |
| Feb10 |
090501 |
88.250 |
89.000 |
88.250 |
89.000 |
+0.750 |
0 |
7 |
+0 |
| Mar10 |
090501 |
89.500 |
89.500 |
89.250 |
89.500 |
+0.750 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
302 |
987 |
+54 |
| Class III Milk(CME) |
| May09 |
090501 |
10.06 |
10.09 |
9.94 |
9.94 |
-0.14 |
172 |
4,782 |
+13 |
| Jun09 |
090501 |
10.74 |
10.77 |
10.63 |
10.65 |
-0.12 |
237 |
4,751 |
+72 |
| Jul09 |
090501 |
12.28 |
12.28 |
12.13 |
12.15 |
-0.15 |
120 |
3,177 |
+6 |
| Aug09 |
090501 |
13.44 |
13.52 |
13.30 |
13.30 |
-0.22 |
80 |
2,950 |
+16 |
| Sep09 |
090501 |
14.18 |
14.22 |
14.02 |
14.05 |
-0.17 |
63 |
2,761 |
+48 |
| Total Volume and Open Interest |
813 |
31,508 |
+204 |
| Cocoa(ICE) |
| May09 |
090501 |
2290 |
2301 |
2290 |
2301 |
-44 |
2 |
118 |
-23 |
| Jul09 |
090501 |
2367 |
2395 |
2300 |
2324 |
-51 |
3,701 |
53,832 |
-72 |
| Sep09 |
090501 |
2386 |
2407 |
2322 |
2340 |
-50 |
1,350 |
25,493 |
+184 |
| Dec09 |
090501 |
2400 |
2425 |
2333 |
2354 |
-50 |
409 |
15,608 |
+133 |
| Mar10 |
090501 |
2430 |
2433 |
2369 |
2369 |
-51 |
472 |
9,753 |
+230 |
| May10 |
090501 |
2382 |
2382 |
2382 |
2382 |
-49 |
12 |
2,203 |
+12 |
| Jul10 |
090501 |
2397 |
2397 |
2397 |
2397 |
-48 |
0 |
2,821 |
+0 |
| Total Volume and Open Interest |
6,045 |
112,733 |
+563 |
| Coffee "C"(ICE) |
| May09 |
090501 |
119.90 |
120.00 |
119.75 |
119.85 |
+4.85 |
46 |
310 |
-67 |
| Jul09 |
090501 |
115.70 |
120.75 |
115.65 |
120.40 |
+4.50 |
4,253 |
68,213 |
-143 |
| Sep09 |
090501 |
118.10 |
122.85 |
117.90 |
122.55 |
+4.45 |
504 |
26,991 |
+156 |
| Dec09 |
090501 |
120.95 |
125.60 |
120.90 |
125.25 |
+4.30 |
660 |
14,327 |
+225 |
| Mar10 |
090501 |
125.70 |
128.00 |
125.70 |
127.95 |
+4.25 |
159 |
9,739 |
+34 |
| May10 |
090501 |
126.50 |
129.75 |
126.50 |
129.75 |
+4.20 |
629 |
2,642 |
-94 |
| Total Volume and Open Interest |
7,843 |
124,527 |
+755 |
| Orange Juice(ICE) |
| May09 |
090501 |
81.50 |
81.95 |
81.00 |
81.10 |
+1.70 |
802 |
2,299 |
-612 |
| Jul09 |
090501 |
83.40 |
85.25 |
83.40 |
84.25 |
+1.00 |
1,187 |
19,575 |
+528 |
| Sep09 |
090501 |
87.60 |
88.40 |
87.20 |
87.50 |
+0.85 |
25 |
3,129 |
+10 |
| Nov09 |
090501 |
91.25 |
91.25 |
90.70 |
90.70 |
+0.65 |
11 |
1,484 |
+8 |
| Jan10 |
090501 |
93.90 |
93.90 |
93.90 |
93.90 |
+0.70 |
0 |
187 |
+0 |
| Mar10 |
090501 |
96.65 |
96.65 |
96.65 |
96.65 |
+0.55 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
2,025 |
26,990 |
-66 |
| Sugar #11(ICE) |
| Jul09 |
090501 |
14.36 |
15.13 |
14.27 |
15.05 |
+0.69 |
49,929 |
285,162 |
-322 |
| Oct09 |
090501 |
14.95 |
15.63 |
14.88 |
15.56 |
+0.62 |
14,805 |
145,294 |
+2,896 |
| Mar10 |
090501 |
15.48 |
16.19 |
15.48 |
16.14 |
+0.56 |
5,937 |
90,432 |
+819 |
| May10 |
090501 |
15.38 |
15.90 |
15.38 |
15.81 |
+0.50 |
1,116 |
22,574 |
-175 |
| Jul10 |
090501 |
14.98 |
15.41 |
14.98 |
15.32 |
+0.45 |
868 |
24,132 |
+206 |
| Total Volume and Open Interest |
89,982 |
654,417 |
-3,145 |
| Sugar #14(ICE) |
| Jul09 |
090501 |
21.35 |
21.40 |
21.35 |
21.40 |
+0.02 |
351 |
1,892 |
-249 |
| Sep09 |
090501 |
21.72 |
21.72 |
21.72 |
21.72 |
-0.01 |
300 |
2,329 |
+250 |
| Total Volume and Open Interest |
651 |
4,221 |
+1 |
| London Cocoa(LCE) |
| May09 |
090501 |
1774 |
1774 |
1730 |
1730 |
-77 |
2,731 |
0 |
+0 |
| Jul09 |
090501 |
1706 |
1710 |
1669 |
1672 |
-35 |
4,144 |
64,282 |
+681 |
| Sep09 |
090501 |
1700 |
1704 |
1668 |
1669 |
-32 |
970 |
24,875 |
+66 |
| Dec09 |
090501 |
1695 |
1697 |
1659 |
1662 |
-34 |
1,930 |
24,903 |
+621 |
| Mar10 |
090501 |
1720 |
1720 |
1655 |
1660 |
-32 |
710 |
16,177 |
+252 |
| May10 |
090501 |
1720 |
1720 |
1656 |
1661 |
-31 |
250 |
5,234 |
+250 |
| Jul10 |
090501 |
1711 |
1711 |
1663 |
1663 |
-29 |
0 |
1,690 |
+0 |
| Total Volume and Open Interest |
9,602 |
191,655 |
+1,070 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090501 |
428.00 |
442.00 |
427.60 |
442.00 |
+14.70 |
3,030 |
42,304 |
+559 |
| Oct09 |
090501 |
425.40 |
439.00 |
425.40 |
438.50 |
+13.60 |
837 |
18,251 |
+329 |
| Dec09 |
090501 |
420.00 |
432.90 |
420.00 |
432.00 |
+12.00 |
242 |
8,106 |
+26 |
| Mar10 |
090501 |
418.70 |
433.60 |
418.70 |
433.40 |
+11.60 |
281 |
5,808 |
+121 |
| May10 |
090501 |
416.40 |
427.00 |
416.40 |
427.00 |
+9.10 |
0 |
538 |
+0 |
| Total Volume and Open Interest |
4,419 |
76,418 |
+1,054 |
| Cotton(ICE) |
| May09 |
090501 |
54.38 |
56.52 |
54.08 |
56.52 |
+3.03 |
24 |
695 |
-47 |
| Jul09 |
090501 |
54.35 |
57.24 |
54.05 |
57.20 |
+2.85 |
10,396 |
76,865 |
+857 |
| Oct09 |
090501 |
57.24 |
59.20 |
57.24 |
59.20 |
+2.94 |
39 |
510 |
+22 |
| Dec09 |
090501 |
57.50 |
60.00 |
57.20 |
59.90 |
+2.44 |
3,031 |
34,010 |
-20 |
| Mar10 |
090501 |
59.80 |
61.95 |
59.80 |
61.85 |
+2.09 |
107 |
5,817 |
+26 |
| May10 |
090501 |
60.90 |
62.60 |
60.90 |
62.60 |
+2.10 |
9 |
192 |
+1 |
| Total Volume and Open Interest |
13,682 |
120,863 |
+881 |
| Lumber(CME) |
| May09 |
090501 |
160.0 |
161.5 |
157.5 |
159.9 |
-1.1 |
367 |
1,399 |
-67 |
| Jul09 |
090501 |
176.2 |
178.0 |
172.9 |
178.0 |
+1.2 |
574 |
4,688 |
+83 |
| Sep09 |
090501 |
187.5 |
188.7 |
185.5 |
186.3 |
-1.1 |
160 |
1,732 |
+5 |
| Nov09 |
090501 |
185.0 |
185.0 |
184.0 |
184.1 |
-0.1 |
5 |
190 |
-32 |
| Total Volume and Open Interest |
1,111 |
8,050 |
-12 |
| Crude Oil(NYM) |
| Jun09 |
090501 |
50.95 |
53.65 |
50.43 |
53.20 |
+2.08 |
234,826 |
309,929 |
-3,353 |
| Jul09 |
090501 |
51.92 |
54.81 |
51.55 |
54.54 |
+2.26 |
99,405 |
198,848 |
+9,759 |
| Aug09 |
090501 |
52.95 |
55.89 |
52.66 |
55.73 |
+2.33 |
30,643 |
61,368 |
+3,206 |
| Sep09 |
090501 |
53.99 |
56.95 |
53.76 |
56.78 |
+2.33 |
16,218 |
41,940 |
+151 |
| Oct09 |
090501 |
55.52 |
57.73 |
55.52 |
57.73 |
+2.30 |
9,066 |
30,884 |
-160 |
| Nov09 |
090501 |
55.84 |
58.74 |
55.83 |
58.68 |
+2.27 |
6,123 |
23,734 |
+292 |
| Dec09 |
090501 |
57.00 |
59.76 |
56.51 |
59.56 |
+2.23 |
24,132 |
106,085 |
+1,175 |
| Jan10 |
090501 |
57.61 |
60.35 |
57.44 |
60.35 |
+2.22 |
1,647 |
24,526 |
+64 |
| Feb10 |
090501 |
59.80 |
61.11 |
59.80 |
61.11 |
+2.21 |
1,077 |
13,999 |
-80 |
| Mar10 |
090501 |
60.27 |
61.85 |
60.27 |
61.85 |
+2.20 |
644 |
12,919 |
-67 |
| Apr10 |
090501 |
61.50 |
62.57 |
61.50 |
62.57 |
+2.19 |
516 |
5,721 |
+64 |
| May10 |
090501 |
62.80 |
63.39 |
62.80 |
63.25 |
+2.18 |
384 |
5,188 |
+28 |
| Jun10 |
090501 |
62.52 |
63.89 |
62.50 |
63.89 |
+2.18 |
2,413 |
28,054 |
+383 |
| Jul10 |
090501 |
64.43 |
64.43 |
64.43 |
64.43 |
+2.18 |
2,361 |
7,007 |
-746 |
| Aug10 |
090501 |
64.94 |
64.94 |
64.94 |
64.94 |
+2.19 |
494 |
4,202 |
+205 |
| Sep10 |
090501 |
64.70 |
65.44 |
64.70 |
65.44 |
+2.20 |
489 |
7,100 |
+225 |
| Total Volume and Open Interest |
449,640 |
1,150,820 |
+11,484 |
| e-miNY Crude Oil(NYM) |
| May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
| Jun09 |
090501 |
50.850 |
53.900 |
50.425 |
53.200 |
+2.225 |
7,700 |
4,627 |
-32 |
| Jul09 |
090501 |
52.125 |
54.800 |
51.575 |
54.550 |
+2.275 |
335 |
1,066 |
+14 |
| Aug09 |
090501 |
53.500 |
55.725 |
53.350 |
55.725 |
+2.325 |
18 |
301 |
+0 |
| Sep09 |
090501 |
55.925 |
56.775 |
55.925 |
56.775 |
+2.325 |
2 |
49 |
+2 |
| Oct09 |
090501 |
56.900 |
57.725 |
56.900 |
57.725 |
+2.300 |
0 |
8 |
+0 |
| Nov09 |
090501 |
58.350 |
58.675 |
58.350 |
58.675 |
+2.275 |
1 |
4 |
+1 |
| Dec09 |
090501 |
59.550 |
59.550 |
59.550 |
59.550 |
+2.225 |
1 |
84 |
+0 |
| Jan10 |
090501 |
60.350 |
60.350 |
60.350 |
60.350 |
+2.225 |
|
|
|
| Feb10 |
090501 |
61.100 |
61.100 |
61.100 |
61.100 |
+2.200 |
|
|
|
| Total Volume and Open Interest |
8,711 |
6,398 |
+220 |
| Heating Oil(NYM) |
| Jun09 |
090501 |
133.68 |
139.82 |
132.00 |
138.84 |
+5.16 |
39,738 |
69,027 |
+1,580 |
| Jul09 |
090501 |
135.97 |
143.00 |
135.30 |
142.24 |
+5.29 |
11,125 |
34,582 |
-9 |
| Aug09 |
090501 |
141.19 |
146.12 |
140.62 |
145.74 |
+5.34 |
6,012 |
20,386 |
+556 |
| Sep09 |
090501 |
143.00 |
149.31 |
143.00 |
149.09 |
+5.39 |
4,002 |
16,644 |
+817 |
| Oct09 |
090501 |
149.92 |
152.40 |
149.92 |
152.39 |
+5.39 |
1,722 |
13,073 |
+132 |
| Nov09 |
090501 |
148.85 |
155.64 |
148.85 |
155.59 |
+5.34 |
1,188 |
11,695 |
+314 |
| Dec09 |
090501 |
151.97 |
159.19 |
151.39 |
158.79 |
+5.29 |
5,035 |
26,670 |
+50 |
| Jan10 |
090501 |
157.32 |
162.00 |
157.32 |
161.84 |
+5.24 |
2,180 |
9,307 |
+271 |
| Feb10 |
090501 |
159.89 |
164.24 |
159.89 |
164.24 |
+5.24 |
1,395 |
6,750 |
-107 |
| Mar10 |
090501 |
163.00 |
165.84 |
162.93 |
165.84 |
+5.19 |
1,338 |
5,323 |
+83 |
| Apr10 |
090501 |
163.33 |
166.39 |
163.33 |
166.39 |
+5.19 |
901 |
4,062 |
+106 |
| May10 |
090501 |
167.34 |
167.34 |
167.34 |
167.34 |
+5.14 |
591 |
3,149 |
+35 |
| Total Volume and Open Interest |
101,236 |
264,705 |
-1,833 |
| Gasoline(NYMEX) |
| Jun09 |
090501 |
145.32 |
153.30 |
144.60 |
151.74 |
+5.16 |
44,204 |
83,349 |
+3,588 |
| Jul09 |
090501 |
146.34 |
154.01 |
145.50 |
152.47 |
+5.32 |
17,490 |
35,272 |
+1,021 |
| Aug09 |
090501 |
146.89 |
154.48 |
146.89 |
153.17 |
+5.57 |
9,477 |
21,895 |
-685 |
| Sep09 |
090501 |
146.49 |
154.46 |
146.49 |
153.36 |
+5.63 |
5,502 |
18,861 |
+301 |
| Oct09 |
090501 |
139.15 |
145.22 |
139.15 |
144.41 |
+5.63 |
1,589 |
14,367 |
+83 |
| Nov09 |
090501 |
141.36 |
144.93 |
141.36 |
144.41 |
+5.48 |
556 |
4,018 |
-126 |
| Dec09 |
090501 |
142.81 |
146.36 |
142.77 |
145.76 |
+5.28 |
1,123 |
10,430 |
+122 |
| Jan10 |
090501 |
146.08 |
148.36 |
146.08 |
148.36 |
+5.28 |
260 |
2,517 |
-40 |
| Feb10 |
090501 |
151.16 |
151.16 |
151.16 |
151.16 |
+5.28 |
1 |
916 |
+0 |
| Mar10 |
090501 |
154.26 |
154.26 |
154.26 |
154.26 |
+5.28 |
0 |
1,741 |
+0 |
| Total Volume and Open Interest |
99,250 |
206,785 |
-950 |
| e-miNY RBOB Gasoline(NYM) |
| Jun09 |
090501 |
151.74 |
151.74 |
151.74 |
151.74 |
+5.16 |
0 |
1 |
+0 |
| Jul09 |
090501 |
152.47 |
152.47 |
152.47 |
152.47 |
+5.32 |
|
|
|
| Aug09 |
090501 |
153.17 |
153.17 |
153.17 |
153.17 |
+5.57 |
|
|
|
| Sep09 |
090501 |
153.36 |
153.36 |
153.36 |
153.36 |
+5.63 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
-2 |
| Natural Gas(NYM) |
| Jun09 |
090501 |
3.393 |
3.591 |
3.361 |
3.546 |
+0.173 |
57,742 |
114,094 |
+2,712 |
| Jul09 |
090501 |
3.522 |
3.721 |
3.510 |
3.679 |
+0.164 |
15,406 |
78,640 |
+1,269 |
| Aug09 |
090501 |
3.649 |
3.837 |
3.642 |
3.795 |
+0.157 |
7,683 |
45,427 |
+648 |
| Sep09 |
090501 |
3.726 |
3.907 |
3.717 |
3.870 |
+0.153 |
4,765 |
31,258 |
+630 |
| Oct09 |
090501 |
3.860 |
4.038 |
3.860 |
4.003 |
+0.149 |
8,657 |
46,222 |
+85 |
| Nov09 |
090501 |
4.537 |
4.669 |
4.520 |
4.643 |
+0.124 |
1,570 |
22,648 |
+548 |
| Dec09 |
090501 |
5.330 |
5.364 |
5.235 |
5.333 |
+0.104 |
3,314 |
32,904 |
-93 |
| Jan10 |
090501 |
5.557 |
5.664 |
5.548 |
5.629 |
+0.090 |
4,355 |
32,202 |
+969 |
| Feb10 |
090501 |
5.600 |
5.710 |
5.600 |
5.675 |
+0.087 |
371 |
13,642 |
-7 |
| Mar10 |
090501 |
5.566 |
5.666 |
5.545 |
5.631 |
+0.092 |
2,609 |
27,035 |
-164 |
| Apr10 |
090501 |
5.433 |
5.532 |
5.414 |
5.478 |
+0.084 |
2,459 |
29,474 |
-471 |
| May10 |
090501 |
5.474 |
5.553 |
5.463 |
5.525 |
+0.084 |
75 |
13,055 |
+4 |
| Jun10 |
090501 |
5.665 |
5.665 |
5.637 |
5.637 |
+0.084 |
74 |
8,064 |
+23 |
| Jul10 |
090501 |
5.801 |
5.801 |
5.774 |
5.774 |
+0.084 |
261 |
6,045 |
+20 |
| Aug10 |
090501 |
5.844 |
5.889 |
5.844 |
5.859 |
+0.085 |
547 |
6,562 |
+9 |
| Sep10 |
090501 |
5.906 |
5.924 |
5.905 |
5.906 |
+0.085 |
35 |
5,844 |
-2 |
| Total Volume and Open Interest |
110,972 |
650,582 |
+6,576 |
| Brent Crude Oil(ICE) |
| Jun09 |
090501 |
50.70 |
53.05 |
49.96 |
52.85 |
+2.05 |
107,943 |
139,734 |
+731 |
| Jul09 |
090501 |
51.67 |
54.12 |
51.05 |
53.94 |
+2.08 |
60,815 |
133,916 |
+6,737 |
| Aug09 |
090501 |
52.60 |
55.22 |
52.17 |
55.06 |
+2.13 |
24,150 |
56,106 |
+3,942 |
| Sep09 |
090501 |
53.57 |
56.17 |
53.13 |
56.03 |
+2.16 |
8,838 |
35,482 |
+313 |
| Oct09 |
090501 |
54.10 |
57.01 |
54.03 |
56.91 |
+2.15 |
4,108 |
22,283 |
-803 |
| Nov09 |
090501 |
55.00 |
57.86 |
54.94 |
57.77 |
+2.11 |
5,480 |
17,278 |
-1,223 |
| Dec09 |
090501 |
56.30 |
58.80 |
55.81 |
58.64 |
+2.09 |
13,702 |
93,430 |
-899 |
| Jan10 |
090501 |
57.72 |
59.47 |
57.72 |
59.47 |
+2.07 |
1,842 |
18,105 |
-195 |
| Feb10 |
090501 |
60.30 |
60.30 |
60.30 |
60.30 |
+2.06 |
686 |
8,463 |
+168 |
| Mar10 |
090501 |
61.10 |
61.10 |
61.10 |
61.10 |
+2.05 |
265 |
7,138 |
-100 |
| Apr10 |
090501 |
61.86 |
61.86 |
61.86 |
61.86 |
+2.03 |
252 |
4,298 |
+83 |
| May10 |
090501 |
62.58 |
62.58 |
62.58 |
62.58 |
+2.01 |
271 |
3,353 |
+44 |
| Jun10 |
090501 |
60.41 |
63.23 |
60.41 |
63.23 |
+2.00 |
1,826 |
16,840 |
+530 |
| Jul10 |
090501 |
63.79 |
63.79 |
63.79 |
63.79 |
+1.99 |
135 |
5,105 |
-10 |
| Total Volume and Open Interest |
236,165 |
691,188 |
+7,395 |
| Gas Oil(ICE) |
| May09 |
090501 |
426.75 |
443.25 |
420.00 |
437.75 |
+9.75 |
28,984 |
50,763 |
-5,639 |
| Jun09 |
090501 |
433.50 |
449.75 |
426.50 |
444.25 |
+9.25 |
37,532 |
91,490 |
-989 |
| Jul09 |
090501 |
440.50 |
458.00 |
435.50 |
452.75 |
+9.00 |
6,763 |
42,349 |
-183 |
| Aug09 |
090501 |
450.25 |
466.25 |
445.00 |
462.25 |
+9.00 |
3,453 |
29,324 |
-2,037 |
| Sep09 |
090501 |
455.25 |
477.00 |
454.75 |
472.00 |
+9.00 |
2,639 |
30,218 |
-203 |
| Oct09 |
090501 |
466.25 |
485.50 |
464.25 |
481.50 |
+9.00 |
1,304 |
22,157 |
-101 |
| Nov09 |
090501 |
475.00 |
494.00 |
474.25 |
490.50 |
+9.00 |
1,835 |
16,415 |
+81 |
| Dec09 |
090501 |
483.00 |
503.75 |
481.50 |
499.00 |
+9.25 |
6,799 |
53,995 |
-1,095 |
| Jan10 |
090501 |
492.25 |
512.25 |
492.25 |
508.25 |
+9.75 |
2,718 |
20,961 |
+1,178 |
| Feb10 |
090501 |
516.75 |
516.75 |
516.75 |
516.75 |
+9.75 |
355 |
11,822 |
-49 |
| Total Volume and Open Interest |
99,516 |
468,983 |
-8,375 |
| Ethanol(CBOT) |
| May09 |
090501 |
1.610 |
1.640 |
1.610 |
1.633 |
+0.023 |
47 |
103 |
-8 |
| Jun09 |
090501 |
1.620 |
1.640 |
1.620 |
1.637 |
+0.033 |
16 |
718 |
+4 |
| Jul09 |
090501 |
1.635 |
1.639 |
1.635 |
1.638 |
+0.031 |
16 |
670 |
+1 |
| Aug09 |
090501 |
1.665 |
1.665 |
1.665 |
1.665 |
+0.045 |
10 |
136 |
+0 |
| Sep09 |
090501 |
1.665 |
1.665 |
1.665 |
1.665 |
+0.045 |
17 |
165 |
+4 |
| Oct09 |
090501 |
1.670 |
1.670 |
1.650 |
1.660 |
+0.040 |
22 |
267 |
-5 |
| Nov09 |
090501 |
1.690 |
1.690 |
1.665 |
1.665 |
+0.030 |
27 |
374 |
-20 |
| Dec09 |
090501 |
1.690 |
1.690 |
1.660 |
1.660 |
+0.020 |
47 |
445 |
-10 |
| Total Volume and Open Interest |
310 |
4,129 |
-69 |
| US Dollar Index(ICE) |
| Jun09 |
090501 |
84.900 |
84.965 |
84.430 |
84.705 |
-0.070 |
7,195 |
20,869 |
+739 |
| Sep09 |
090501 |
85.200 |
85.300 |
84.850 |
85.070 |
-0.055 |
82 |
2,091 |
+4 |
| Dec09 |
090501 |
85.450 |
85.450 |
85.450 |
85.450 |
-0.055 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
7,277 |
22,966 |
+743 |
| Australian Dollar(CME) |
| Jun09 |
090501 |
72.34 |
73.25 |
72.20 |
72.84 |
+0.11 |
51,012 |
72,614 |
+3,552 |
| Sep09 |
090501 |
72.60 |
72.72 |
71.97 |
72.47 |
+0.11 |
17 |
445 |
+2 |
| Dec09 |
090501 |
72.15 |
72.15 |
72.05 |
72.15 |
+0.10 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
51,029 |
73,092 |
+3,554 |
| British Pound(CME) |
| Jun09 |
090501 |
147.84 |
149.34 |
147.55 |
149.22 |
+1.02 |
69,766 |
85,763 |
+1,419 |
| Sep09 |
090501 |
149.00 |
149.29 |
147.88 |
149.24 |
+1.01 |
29 |
406 |
+11 |
| Dec09 |
090501 |
149.25 |
149.25 |
147.69 |
149.25 |
+1.01 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
69,795 |
86,230 |
+1,430 |
| Canadian Dollar(CME) |
| Jun09 |
090501 |
83.77 |
84.55 |
83.67 |
84.51 |
+0.67 |
50,331 |
64,900 |
+1,608 |
| Sep09 |
090501 |
84.31 |
84.59 |
83.75 |
84.59 |
+0.67 |
55 |
2,586 |
-9 |
| Dec09 |
090501 |
84.20 |
84.70 |
83.88 |
84.68 |
+0.67 |
14 |
1,289 |
-1 |
| Mar10 |
090501 |
84.39 |
84.80 |
84.01 |
84.80 |
+0.67 |
0 |
424 |
+0 |
| Total Volume and Open Interest |
50,401 |
69,235 |
+1,597 |
| Japanese Yen(CME) |
| Jun09 |
090501 |
101.52 |
101.57 |
100.47 |
100.69 |
-0.68 |
67,427 |
75,363 |
+874 |
| Sep09 |
090501 |
100.93 |
101.66 |
100.66 |
100.84 |
-0.68 |
83 |
1,166 |
+65 |
| Dec09 |
090501 |
101.05 |
101.73 |
101.05 |
101.05 |
-0.68 |
13 |
112 |
+13 |
| Total Volume and Open Interest |
67,523 |
76,654 |
+952 |
| Swiss Franc(CME) |
| Jun09 |
090501 |
87.71 |
88.28 |
87.67 |
88.15 |
+0.32 |
32,325 |
27,418 |
+554 |
| Sep09 |
090501 |
88.30 |
88.40 |
87.99 |
88.30 |
+0.31 |
0 |
210 |
+0 |
| Dec09 |
090501 |
88.46 |
88.46 |
88.15 |
88.46 |
+0.31 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
32,325 |
27,636 |
+554 |
| EuroFX(CME) |
| Jun09 |
090501 |
132.22 |
133.28 |
132.15 |
132.65 |
+0.04 |
166,552 |
105,724 |
-1,144 |
| Sep09 |
090501 |
132.96 |
133.18 |
132.15 |
132.61 |
+0.04 |
500 |
1,845 |
+180 |
| Dec09 |
090501 |
132.62 |
132.95 |
132.40 |
132.62 |
+0.04 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
167,052 |
107,626 |
-964 |
| Mexican Peso(CME) |
| May09 |
090501 |
722.0 |
722.0 |
721.0 |
722.0 |
+1.0 |
|
|
|
| Jun09 |
090501 |
717.0 |
721.8 |
715.2 |
717.2 |
+1.0 |
10,535 |
53,434 |
-2,451 |
| Total Volume and Open Interest |
10,538 |
57,051 |
-2,449 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090501 |
122~170 |
122~245 |
121~210 |
122~050 |
-0~130 |
198,010 |
685,360 |
-7,034 |
| Sep09 |
090501 |
121~000 |
121~000 |
120~100 |
120~245 |
-0~135 |
313 |
816 |
+40 |
| Dec09 |
090501 |
119~230 |
120~045 |
119~230 |
119~230 |
-0~135 |
0 |
212 |
+0 |
| Total Volume and Open Interest |
198,323 |
686,433 |
-6,994 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090501 |
121~000 |
121~035 |
120~015 |
120~240 |
-0~060 |
770,215 |
1,028,293 |
+4,953 |
| Sep09 |
090501 |
119~010 |
119~100 |
118~315 |
119~040 |
-0~060 |
4,011 |
8,818 |
+2,380 |
| Dec09 |
090501 |
118~150 |
118~210 |
118~150 |
118~150 |
-0~060 |
|
|
|
| Total Volume and Open Interest |
774,495 |
1,037,111 |
+7,333 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090501 |
117~021 |
117~030 |
116~118 |
117~012 |
-0~006 |
335,318 |
806,141 |
-4,075 |
| Sep09 |
090501 |
116~035 |
116~050 |
116~035 |
116~043 |
-0~007 |
342 |
2,504 |
+170 |
| Dec09 |
090501 |
53~123 |
54~002 |
53~123 |
53~123 |
-0~007 |
|
|
|
| Total Volume and Open Interest |
335,660 |
808,645 |
-3,905 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090501 |
108~093 |
108~094 |
108~093 |
108~094 |
-0~004 |
990 |
466,454 |
-1,725 |
| Sep09 |
090501 |
108~027 |
108~031 |
108~027 |
108~027 |
-0~004 |
|
|
|
| Dec09 |
090501 |
108~027 |
108~031 |
108~027 |
108~027 |
-0~004 |
|
|
|
| Total Volume and Open Interest |
133,764 |
466,454 |
-1,725 |
| Eurodollars(CME) |
| Jun09 |
090501 |
99.050 |
99.065 |
99.030 |
99.040 |
-0.015 |
193,113 |
1,007,897 |
-23,868 |
| Sep09 |
090501 |
99.005 |
99.020 |
98.965 |
98.975 |
-0.030 |
177,263 |
946,089 |
-17,958 |
| Dec09 |
090501 |
98.810 |
98.825 |
98.760 |
98.770 |
-0.035 |
142,187 |
733,832 |
-7,941 |
| Mar10 |
090501 |
98.670 |
98.700 |
98.630 |
98.650 |
-0.025 |
133,654 |
685,648 |
-606 |
| Jun10 |
090501 |
98.440 |
98.460 |
98.390 |
98.415 |
-0.015 |
158,565 |
491,582 |
-2,228 |
| Sep10 |
090501 |
98.180 |
98.210 |
98.140 |
98.165 |
-0.020 |
123,014 |
426,472 |
+9,226 |
| Dec10 |
090501 |
97.890 |
97.915 |
97.830 |
97.860 |
-0.030 |
94,820 |
460,078 |
+4,627 |
| Mar11 |
090501 |
97.640 |
97.670 |
97.580 |
97.615 |
-0.035 |
70,389 |
300,623 |
+2,723 |
| Jun11 |
090501 |
97.365 |
97.390 |
97.310 |
97.345 |
-0.035 |
39,175 |
252,812 |
+1,924 |
| Sep11 |
090501 |
97.130 |
97.145 |
97.070 |
97.105 |
-0.040 |
26,836 |
157,688 |
+1,689 |
| Dec11 |
090501 |
96.905 |
96.920 |
96.840 |
96.875 |
-0.045 |
26,566 |
111,910 |
+662 |
| Mar12 |
090501 |
96.785 |
96.785 |
96.695 |
96.730 |
-0.050 |
16,922 |
88,941 |
+1,238 |
| Jun12 |
090501 |
96.625 |
96.625 |
96.505 |
96.585 |
-0.060 |
8,925 |
85,040 |
+909 |
| Sep12 |
090501 |
96.510 |
96.510 |
96.395 |
96.470 |
-0.065 |
8,250 |
61,502 |
-64 |
| Dec12 |
090501 |
96.365 |
96.370 |
96.275 |
96.345 |
-0.070 |
5,854 |
51,266 |
-344 |
| Mar13 |
090501 |
96.320 |
96.325 |
96.230 |
96.295 |
-0.075 |
7,391 |
53,919 |
-123 |
| Jun13 |
090501 |
96.250 |
96.250 |
96.140 |
96.210 |
-0.080 |
3,131 |
22,354 |
-467 |
| Sep13 |
090501 |
96.175 |
96.175 |
96.070 |
96.135 |
-0.085 |
3,792 |
39,123 |
+684 |
| Total Volume and Open Interest |
1,263,854 |
6,206,718 |
-26,581 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090501 |
99.820 |
99.825 |
99.785 |
99.790 |
-0.030 |
3,126 |
68,695 |
-628 |
| Jun09 |
090501 |
99.810 |
99.815 |
99.780 |
99.785 |
-0.020 |
2,123 |
43,454 |
+89 |
| Jul09 |
090501 |
99.795 |
99.800 |
99.770 |
99.780 |
-0.015 |
2,772 |
37,501 |
-585 |
| Aug09 |
090501 |
99.780 |
99.780 |
99.750 |
99.760 |
-0.010 |
5,275 |
36,444 |
-179 |
| Sep09 |
090501 |
99.760 |
99.765 |
99.730 |
99.740 |
-0.015 |
3,043 |
31,153 |
+119 |
| Oct09 |
090501 |
99.725 |
99.730 |
99.700 |
99.710 |
-0.015 |
6,366 |
29,006 |
+1,302 |
| Total Volume and Open Interest |
42,206 |
449,416 |
-1,695 |
| 30 Day Fed Funds(e-CBOT) |
| May09 |
090501 |
99.820 |
99.825 |
99.785 |
99.790 |
-0.025 |
5,454 |
68,211 |
+1,572 |
| Jun09 |
090501 |
99.810 |
99.815 |
99.780 |
99.785 |
-0.020 |
2,660 |
42,738 |
-742 |
| Jul09 |
090501 |
99.795 |
99.800 |
99.770 |
99.780 |
-0.005 |
2,837 |
37,845 |
-76 |
| Aug09 |
090501 |
99.780 |
99.780 |
99.750 |
99.765 |
+0.010 |
2,090 |
34,672 |
-148 |
| Sep09 |
090501 |
99.760 |
99.765 |
99.730 |
99.745 |
+0.005 |
2,268 |
31,028 |
+53 |
| Oct09 |
090501 |
99.725 |
99.730 |
99.700 |
99.715 |
+0.010 |
2,022 |
27,387 |
-438 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090501 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.01 |
|
|
|
| Sep09 |
090501 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Dec09 |
090501 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.02 |
|
|
|
| Mar10 |
090501 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.02 |
|
|
|
| Jun10 |
090501 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.02 |
|
|
|
| Sep10 |
090501 |
99.38 |
99.40 |
99.38 |
99.40 |
+0.01 |
|
|
|
| Dec10 |
090501 |
99.34 |
99.35 |
99.34 |
99.35 |
+0.01 |
|
|
|
| Mar11 |
090501 |
99.25 |
99.27 |
99.25 |
99.27 |
+0.02 |
|
|
|
| Jun11 |
090501 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.01 |
|
|
|
| Sep11 |
090501 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090501 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
100 |
12,649 |
+3 |
| Sep09 |
090501 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
4,305 |
+0 |
| Dec09 |
090501 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
2,076 |
+0 |
| Mar10 |
090501 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
2,127 |
+0 |
| Jun10 |
090501 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
600 |
+0 |
| Sep10 |
090501 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
252 |
+0 |
| Dec10 |
090501 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
252 |
+0 |
| Mar11 |
090501 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
412 |
+0 |
| Total Volume and Open Interest |
100 |
24,248 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090501 |
136.96 |
137.52 |
136.87 |
137.47 |
+0.59 |
2,349 |
10,842 |
-1,342 |
| Sep09 |
090501 |
137.47 |
137.47 |
137.47 |
137.47 |
+0.59 |
|
|
|
| Dec09 |
090501 |
137.47 |
137.47 |
137.47 |
137.47 |
+0.59 |
|
|
|
| Total Volume and Open Interest |
2,349 |
12,397 |
+463 |
| Euro-Bund(EUREX) |
| Jun09 |
090428 |
123.19 |
123.33 |
122.64 |
122.96 |
+0.18 |
570,457 |
805,070 |
+6,025 |
| Sep09 |
090428 |
122.77 |
122.77 |
122.31 |
122.49 |
+0.20 |
255 |
22,714 |
+127 |
| Dec09 |
090428 |
121.96 |
121.96 |
121.96 |
121.96 |
+0.18 |
|
|
|
| Total Volume and Open Interest |
570,712 |
827,784 |
+6,152 |
| Euro-Bobl(EUREX) |
| Jun09 |
090430 |
116.05 |
116.19 |
115.74 |
116.16 |
+0.09 |
397,156 |
710,020 |
+15,117 |
| Sep09 |
090430 |
115.79 |
115.90 |
115.72 |
115.90 |
-0.21 |
2,555 |
34,361 |
+1,744 |
| Dec09 |
090430 |
115.60 |
115.60 |
115.60 |
115.60 |
-0.23 |
|
|
|
| Total Volume and Open Interest |
399,711 |
744,381 |
+10,010 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
| Sep09 |
090428 |
98.690 |
98.710 |
98.690 |
98.710 |
+0.025 |
43 |
8,123 |
+200 |
| Dec09 |
090428 |
98.550 |
98.555 |
98.550 |
98.555 |
+0.035 |
35 |
4,576 |
+83 |
| Total Volume and Open Interest |
418 |
33,069 |
+48 |
| Long Gilt(LIFFE) |
| Jun09 |
090501 |
121~00 |
121~09 |
120~05 |
120~11 |
-0~23 |
80,060 |
299,395 |
-1,873 |
| Sep09 |
090501 |
119~05 |
119~05 |
119~05 |
119~05 |
-0~08 |
943 |
3,749 |
+841 |
| Total Volume and Open Interest |
62,795 |
300,794 |
-1,509 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090501 |
98.67 |
98.67 |
98.67 |
98.67 |
-0.01 |
23,935 |
305,301 |
-1,897 |
| Sep09 |
090501 |
98.63 |
98.63 |
98.63 |
98.63 |
-0.02 |
38,384 |
311,151 |
+3,087 |
| Dec09 |
090501 |
98.41 |
98.41 |
98.41 |
98.41 |
-0.01 |
51,591 |
293,498 |
-308 |
| Mar10 |
090501 |
98.26 |
98.26 |
98.26 |
98.26 |
unch |
64,020 |
301,098 |
-4,317 |
| Jun10 |
090501 |
97.99 |
97.99 |
97.99 |
97.99 |
+0.02 |
53,115 |
243,476 |
+1,605 |
| Sep10 |
090501 |
97.73 |
97.73 |
97.73 |
97.73 |
+0.04 |
59,222 |
224,160 |
-2,803 |
| Total Volume and Open Interest |
354,311 |
2,076,710 |
+5,176 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090430 |
98.730 |
98.745 |
98.720 |
98.740 |
unch |
95,714 |
644,134 |
-3,634 |
| Sep09 |
090430 |
98.725 |
98.740 |
98.700 |
98.720 |
-0.005 |
110,728 |
531,810 |
+3,132 |
| Dec09 |
090430 |
98.565 |
98.595 |
98.530 |
98.565 |
unch |
110,647 |
496,826 |
-9,253 |
| Total Volume and Open Interest |
750,157 |
3,400,320 |
+15,464 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090501 |
97.08 |
97.09 |
97.06 |
97.07 |
-0.02 |
11,854 |
292,952 |
-1,070 |
| Sep09 |
090501 |
97.28 |
97.28 |
97.23 |
97.24 |
-0.04 |
13,797 |
218,867 |
+2,919 |
| Dec09 |
090501 |
97.22 |
97.22 |
97.17 |
97.19 |
-0.04 |
6,221 |
121,742 |
+2,220 |
| Mar10 |
090501 |
96.90 |
96.92 |
96.87 |
96.88 |
-0.04 |
2,689 |
84,642 |
-1,204 |
| Jun10 |
090501 |
96.51 |
96.53 |
96.47 |
96.48 |
-0.05 |
2,820 |
63,764 |
-257 |
| Sep10 |
090501 |
96.14 |
96.15 |
96.08 |
96.09 |
-0.06 |
1,943 |
35,574 |
+259 |
| Dec10 |
090501 |
95.79 |
95.81 |
95.73 |
95.74 |
-0.06 |
1,342 |
24,261 |
+672 |
| Mar11 |
090501 |
95.51 |
95.51 |
95.43 |
95.44 |
-0.06 |
900 |
13,397 |
+509 |
| Jun11 |
090501 |
95.18 |
95.19 |
95.15 |
95.15 |
-0.07 |
335 |
2,401 |
+310 |
| Sep11 |
090501 |
94.94 |
94.95 |
94.90 |
94.90 |
-0.08 |
1 |
399 |
+1 |
| Total Volume and Open Interest |
41,904 |
858,269 |
+4,358 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090501 |
95.40 |
95.44 |
95.31 |
95.32 |
-0.11 |
27,273 |
291,915 |
+4,918 |
| Sep09 |
090501 |
95.28 |
95.28 |
95.28 |
95.28 |
-0.11 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
27,273 |
292,016 |
-2,921 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090501 |
96.57 |
96.59 |
96.51 |
96.51 |
-0.06 |
73,086 |
483,036 |
+24,281 |
| Sep09 |
090501 |
96.51 |
96.51 |
96.51 |
96.51 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
73,086 |
483,036 |
+6,727 |
| Gold(CMX) |
| Jun09 |
090501 |
888.9 |
890.8 |
880.5 |
888.2 |
-3.0 |
69,351 |
227,158 |
-10,612 |
| Aug09 |
090501 |
888.7 |
892.0 |
883.1 |
889.9 |
-2.9 |
9,128 |
23,065 |
-609 |
| Oct09 |
090501 |
887.0 |
892.0 |
886.0 |
891.3 |
-2.9 |
293 |
7,529 |
-101 |
| Dec09 |
090501 |
890.4 |
895.0 |
884.8 |
892.7 |
-2.9 |
2,627 |
26,426 |
+459 |
| Feb10 |
090501 |
892.0 |
894.2 |
890.1 |
894.2 |
-2.9 |
324 |
4,910 |
+5 |
| Apr10 |
090501 |
895.6 |
895.6 |
895.6 |
895.6 |
-2.9 |
202 |
3,110 |
-172 |
| Jun10 |
090501 |
897.2 |
897.2 |
897.2 |
897.2 |
-2.9 |
51 |
6,084 |
-50 |
| Aug10 |
090501 |
899.1 |
899.1 |
899.1 |
899.1 |
-2.9 |
0 |
476 |
+0 |
| Oct10 |
090501 |
901.1 |
901.1 |
901.1 |
901.1 |
-2.9 |
0 |
502 |
+0 |
| Dec10 |
090501 |
900.0 |
903.2 |
898.7 |
903.2 |
-2.9 |
51 |
9,833 |
+48 |
| Feb11 |
090501 |
905.6 |
905.6 |
905.6 |
905.6 |
-2.9 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
83,687 |
331,648 |
-10,490 |
| Silver(CMX) |
| May09 |
090501 |
1233.5 |
1255.5 |
1204.0 |
1248.0 |
+17.5 |
18,690 |
4,365 |
-5,076 |
| Jul09 |
090501 |
1237.0 |
1262.0 |
1202.5 |
1250.0 |
+17.5 |
24,344 |
50,451 |
+3,354 |
| Sep09 |
090501 |
1230.0 |
1262.5 |
1209.0 |
1251.8 |
+17.7 |
560 |
6,073 |
-116 |
| Dec09 |
090501 |
1233.0 |
1264.0 |
1210.0 |
1253.9 |
+17.7 |
1,011 |
13,731 |
+291 |
| Mar10 |
090501 |
1255.6 |
1255.6 |
1255.6 |
1255.6 |
+17.8 |
7 |
5,274 |
-8 |
| May10 |
090501 |
1256.5 |
1256.5 |
1256.5 |
1256.5 |
+17.9 |
86 |
764 |
+85 |
| Jul10 |
090501 |
1257.9 |
1257.9 |
1257.9 |
1257.9 |
+18.0 |
4 |
2,407 |
-2 |
| Total Volume and Open Interest |
44,775 |
89,219 |
-1,468 |
| Platinum(NYMEX) |
| Jul09 |
090501 |
1105.5 |
1113.8 |
1075.0 |
1096.4 |
-10.2 |
1,606 |
19,283 |
+140 |
| Oct09 |
090501 |
1085.4 |
1102.8 |
1085.0 |
1102.1 |
-10.0 |
50 |
603 |
+3 |
| Jan10 |
090501 |
1103.6 |
1103.6 |
1103.6 |
1103.6 |
-10.0 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
1,656 |
19,891 |
+143 |
| Palladium(NYMEX) |
| Jun09 |
090501 |
218.80 |
218.80 |
209.30 |
213.90 |
-4.30 |
1,590 |
13,560 |
+61 |
| Sep09 |
090501 |
218.30 |
218.30 |
210.50 |
215.00 |
-4.30 |
236 |
376 |
+161 |
| Dec09 |
090501 |
216.50 |
216.50 |
212.00 |
216.10 |
-4.30 |
4 |
22 |
+3 |
| Total Volume and Open Interest |
1,831 |
13,959 |
+226 |
| Copper(CMX) |
| May09 |
090501 |
204.40 |
211.80 |
204.40 |
210.15 |
+4.85 |
6,710 |
5,735 |
-2,022 |
| Jul09 |
090501 |
204.15 |
212.00 |
203.75 |
210.10 |
+5.35 |
13,069 |
69,465 |
-225 |
| Sep09 |
090501 |
204.05 |
211.65 |
204.05 |
209.90 |
+5.50 |
1,041 |
13,896 |
+486 |
| Dec09 |
090501 |
204.00 |
211.15 |
204.00 |
209.65 |
+5.45 |
149 |
3,765 |
-228 |
| Mar10 |
090501 |
209.35 |
209.35 |
209.35 |
209.35 |
+5.45 |
61 |
756 |
+26 |
| Total Volume and Open Interest |
21,622 |
103,949 |
-2,115 |
| Aluminum(CMX) |
| May09 |
090501 |
0.70 |
0.70 |
0.70 |
0.70 |
+0.01 |
|
|
|
| Jun09 |
090501 |
0.71 |
0.71 |
0.71 |
0.71 |
+0.02 |
|
|
|
| Jul09 |
090501 |
0.71 |
0.71 |
0.71 |
0.71 |
+0.01 |
|
|
|
| Aug09 |
090501 |
0.72 |
0.72 |
0.72 |
0.72 |
+0.02 |
|
|
|
| Sep09 |
080724 |
143.85 |
143.85 |
143.85 |
143.85 |
unch |
|
|
|
| Oct09 |
080724 |
0.17 |
0.17 |
0.17 |
0.17 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Jun09 |
090501 |
8106 |
8190 |
8050 |
8181 |
+55 |
3,114 |
12,142 |
+1,166 |
| Sep09 |
090501 |
8068 |
8128 |
8068 |
8128 |
+54 |
37 |
796 |
-15 |
| Dec09 |
090501 |
8082 |
8082 |
8027 |
8082 |
+55 |
1 |
1 |
+1 |
| Mar10 |
090501 |
8051 |
8051 |
7996 |
8051 |
+55 |
|
|
|
| Total Volume and Open Interest |
3,152 |
12,939 |
+1,152 |
| S & P 500(CME) |
| Jun09 |
090501 |
866.50 |
878.00 |
862.50 |
876.10 |
+6.10 |
29,845 |
430,470 |
-3,849 |
| Sep09 |
090501 |
866.00 |
874.00 |
859.00 |
872.10 |
+6.10 |
4,437 |
20,409 |
+3,341 |
| Dec09 |
090501 |
868.80 |
870.60 |
855.60 |
868.80 |
+6.20 |
1,380 |
1,756 |
+660 |
| Mar10 |
090501 |
866.20 |
868.00 |
853.00 |
866.20 |
+6.20 |
880 |
1,055 |
+673 |
| Total Volume and Open Interest |
36,542 |
453,692 |
+825 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090501 |
866.00 |
878.25 |
862.50 |
876.00 |
+6.00 |
2,712,027 |
2,596,112 |
+14,524 |
| Sep09 |
090501 |
863.00 |
874.25 |
859.00 |
872.00 |
+6.00 |
7,979 |
41,952 |
+3,614 |
| Total Volume and Open Interest |
2,426,123 |
2,638,137 |
+18,138 |
| NASDAQ 100(CME) |
| Jun09 |
090501 |
1386.50 |
1404.00 |
1380.50 |
1398.50 |
+5.00 |
2,477 |
22,486 |
+96 |
| Sep09 |
090501 |
1397.50 |
1400.00 |
1397.50 |
1397.50 |
+5.00 |
|
|
|
| Dec09 |
090501 |
1400.50 |
1403.00 |
1400.50 |
1400.50 |
+5.00 |
|
|
|
| Total Volume and Open Interest |
2,477 |
22,486 |
+96 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090501 |
1388.80 |
1402.80 |
1381.00 |
1398.50 |
+5.00 |
349,743 |
279,636 |
+5,787 |
| Sep09 |
090501 |
1399.00 |
1401.00 |
1380.50 |
1397.50 |
+5.00 |
58 |
911 |
-1 |
| Total Volume and Open Interest |
289,170 |
280,563 |
+5,786 |
| S & P Midcap 400(CME) |
| Jun09 |
090501 |
556.00 |
562.50 |
552.50 |
557.60 |
-2.40 |
320 |
4,880 |
+54 |
| Sep09 |
090501 |
555.60 |
557.00 |
555.60 |
555.60 |
-2.40 |
|
|
|
| Dec09 |
090501 |
553.60 |
555.00 |
553.60 |
553.60 |
-2.40 |
|
|
|
| Total Volume and Open Interest |
320 |
4,880 |
+54 |
| Russell 2000(CME) |
| Jun09 |
090501 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
14 |
5,358 |
-2 |
| Sep09 |
090501 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,374 |
+0 |
| Dec09 |
090501 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,722 |
+299 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090501 |
8845 |
9045 |
8825 |
9040 |
+175 |
127,579 |
164,075 |
-2,698 |
| Sep09 |
090501 |
9045 |
9045 |
9045 |
9045 |
+175 |
0 |
447 |
+0 |
| Total Volume and Open Interest |
127,651 |
178,733 |
+2,336 |
| Nikkei 225(SGX) |
| Jun09 |
090501 |
8845 |
9045 |
8825 |
9040 |
+175 |
127,579 |
164,075 |
-2,698 |
| Sep09 |
090501 |
9045 |
9045 |
9045 |
9045 |
+175 |
0 |
447 |
+0 |
| Dec09 |
090501 |
9000 |
9000 |
9000 |
9000 |
+175 |
0 |
277 |
+0 |
| Total Volume and Open Interest |
127,651 |
178,733 |
+2,336 |
| CAC 40(EURONEXT) |
| May09 |
090430 |
3085.0 |
3156.5 |
3076.5 |
3121.0 |
+43.0 |
121,689 |
401,799 |
+14,843 |
| Jun09 |
090430 |
3034.0 |
3101.5 |
3034.0 |
3070.0 |
+42.5 |
215 |
41,865 |
-25 |
| Jul09 |
090430 |
3078.5 |
3093.0 |
3062.0 |
3066.0 |
+41.0 |
10 |
20 |
+9 |
| Total Volume and Open Interest |
121,986 |
446,807 |
+14,888 |
| Hang Seng Index(HKFE) |
| May09 |
090430 |
15117 |
15442 |
15011 |
15387 |
+598 |
61,996 |
77,345 |
+6,673 |
| Jun09 |
090430 |
15149 |
15366 |
14950 |
15311 |
+601 |
564 |
2,929 |
+15 |
| Total Volume and Open Interest |
171,638 |
97,973 |
-11,823 |
| DAX(EUREX) |
| Jun09 |
090429 |
4640.0 |
4744.0 |
4628.0 |
4720.0 |
+96.0 |
156,122 |
146,028 |
+6,194 |
| Sep09 |
090429 |
4657.0 |
4750.0 |
4638.5 |
4726.5 |
+95.5 |
114 |
6,340 |
-34 |
| Dec09 |
090429 |
4662.0 |
4753.5 |
4649.0 |
4737.5 |
+95.5 |
47 |
2,196 |
-6 |
| Total Volume and Open Interest |
156,283 |
154,564 |
+6,154 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090501 |
4200.00 |
4214.00 |
4169.00 |
4193.50 |
-13.50 |
101,217 |
733,654 |
+365 |
| Sep09 |
090501 |
4150.00 |
4174.00 |
4138.50 |
4159.50 |
-13.50 |
298 |
1,002 |
-19 |
| Dec09 |
090501 |
4147.50 |
4147.50 |
4133.00 |
4133.00 |
-14.50 |
187 |
1,546 |
+173 |
| Total Volume and Open Interest |
101,702 |
736,202 |
+519 |
| SPI 200(SFE) |
| Jun09 |
090501 |
3779.0 |
3829.0 |
3744.0 |
3759.0 |
-7.0 |
34,295 |
304,027 |
-1,007 |
| Sep09 |
090501 |
3740.0 |
3740.0 |
3719.0 |
3721.0 |
-7.0 |
161 |
2,177 |
+32 |
| Dec09 |
090501 |
3728.0 |
3736.0 |
3718.0 |
3718.0 |
-7.0 |
4 |
2,485 |
-2 |
| Total Volume and Open Interest |
34,462 |
310,396 |
-977 |
| GSCI(CME) |
| May09 |
090501 |
368.50 |
379.50 |
367.00 |
378.60 |
+12.85 |
187 |
14,888 |
+95 |
| Jun09 |
090501 |
378.00 |
385.30 |
370.90 |
384.90 |
+13.90 |
0 |
5 |
+0 |
| Jul09 |
090501 |
390.00 |
391.00 |
376.90 |
390.00 |
+13.00 |
|
|
|
| Total Volume and Open Interest |
187 |
14,893 |
+95 |
| Reuters CCI(ICE) |
| Jun09 |
090501 |
229.20 |
229.20 |
229.20 |
229.20 |
+6.40 |
0 |
50 |
+0 |
| Aug09 |
090501 |
394.00 |
394.00 |
394.00 |
394.00 |
+8.50 |
0 |
420 |
+1 |
| Nov09 |
090501 |
406.00 |
406.00 |
406.00 |
406.00 |
+8.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
151 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|